Access Statistics for Venus Khim-Sen Liew

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 2 5 306 1 5 24 1,497
A complementary test for ADF test with an application to the exchange rates returns 0 0 0 226 0 1 13 1,256
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 2 33 0 0 8 105
An overview on various ways of bootstrap methods 0 0 1 1 0 0 7 8
Are Asian Real Exchange Rates Stationary? 0 0 2 410 0 1 5 1,015
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 192 0 0 4 580
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 1 6 906 3 7 24 2,552
Calendar anomalies in the Malaysian stock market 1 3 8 350 1 6 19 1,075
Day-of-the-week effects in selected East Asian stock markets 0 0 0 188 0 0 12 553
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 0 58 0 1 8 165
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 4 96 0 2 14 303
Early warning indicator of economic vulnerability 2 5 9 124 2 8 20 206
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 0 6 335
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 1 2 6 730
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 6 14 36 2,248 20 39 111 7,508
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 4 281 0 4 28 1,230
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 1 305 0 0 8 1,608
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 3 1,664 0 3 15 4,368
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 2 7 1,209 2 6 27 3,291
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 2 8 34 3,046 15 34 130 10,862
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 1 99 1 2 11 226
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 1 420 0 0 6 1,348
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 5 30 226 2 23 116 1,087
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 1 1 98 0 3 15 551
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 476 0 0 10 1,504
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 0 1 8 898
Income convergence: fresh evidence from the Nordic countries 0 0 0 47 0 1 6 149
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 2 92 10 15 25 287
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 0 574 0 0 3 2,156
Is Money Neutral In Stock Market? The Case of Malaysia 1 1 6 79 1 4 15 212
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 77 0 1 13 219
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 0 6 86
Linearity and stationarity of South Asian real exchange rates 0 0 1 99 1 2 10 275
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 1 85 0 1 12 241
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 0 10 40 1 4 37 211
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 12 212 0 3 26 543
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 2 129 1 3 12 323
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 1 1 204 0 1 8 502
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 2 485 1 2 11 1,099
On Autoregressive Order Selection Criteria 1 1 3 600 1 2 12 1,664
On Singaporean Dollar and Purchasing Power Parity 0 0 0 238 0 1 10 1,552
On Singaporean Dollar and Purchasing Power Parity 0 0 1 96 0 1 8 551
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 169 0 5 30 1,687
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 270 0 0 4 1,864
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 0 3 58 0 1 13 204
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 12 1 2 7 59
Real interest rate parity: evidence from East Asian economies relative to China 0 0 1 184 0 1 15 603
Real interest rates equalization: The case of Malaysia and Singapore 0 0 1 206 0 3 15 1,034
Revisiting the Performance of MACD and RSI Oscillators 2 2 7 37 5 7 25 103
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 1 11 121 1 3 37 432
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 1 15 117 2 5 30 348
Testing for Non-Linearity in ASEAN Financial Markets 0 1 1 276 0 1 3 714
Testing nonlinear convergence in Malaysia,1965-2003 1 1 4 66 1 4 13 176
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 1 406 0 3 11 1,437
The Predictability of ASEAN-5 Exchange Rates 0 1 2 364 1 2 15 1,045
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 299 1 1 2 777
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 1 170 0 4 13 699
Time series modelling and forecasting of Sarawak black pepper price 1 1 5 167 1 3 27 838
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 8 234
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 3 11 1,604 3 10 53 7,540
Total Working Papers 19 57 262 20,953 80 244 1,190 74,725


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 1 2 4 75 2 5 13 228
Applied International Business Conference 2008 1 1 1 1 1 1 5 20
Are Asian real exchange rates stationary? 1 1 2 130 1 1 6 416
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 1 6 9 88 4 14 31 226
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 1 5 288
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 1 1 2 31 1 1 14 98
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 2 4 4 28 3 6 15 176
Day-of-the-week effects in Selected East Asian stock markets 2 2 5 22 2 2 11 80
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 1 3 11 16 3 7 32 53
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 1 2 4 6 1 4 16 28
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 1 1 2 35 1 1 6 80
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 1 1 1 4 2 4 13 70
Estimation of the Autoregressive Order in the Presence of Measurement Errors 2 3 3 10 2 3 5 37
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 1 1 2 10 3 4 14 71
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 1 1 2 222 1 3 15 719
Impact of foreign direct investment volatility on economic growth of asean-5 countries 7 19 51 380 11 30 117 910
Income Divergence? Evidence of Non-linearity in the East Asian Economies 1 2 4 10 3 4 13 50
Income convergence: fresh evidence from the Nordic countries 1 1 1 16 1 2 7 76
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 4 7 26 572
International Conference in Economics and Finance 2005 (ICEF 2005) 1 1 6 6 1 1 15 31
Is There Any International Diversification Benefits in ASEAN Stock Markets? 2 2 5 86 2 3 16 311
Is money neutral in stock market? The case of Malaysia 1 1 10 102 2 4 29 316
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 2 6 73 1 2 16 166
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 2 2 5 44 4 9 19 171
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 1 4 114
Linearity and stationarity of G7 government bond returns 1 1 2 43 1 2 6 140
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 1 2 25 1 1 4 96
MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES 2 2 3 3 3 6 11 11
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 4 8 22 688
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 1 6 67 1 2 12 155
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 2 17 263
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 1 1 3 23 3 13 26 112
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 1 2 2 10 2 4 6 50
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 1 8 345
Nonlinear mean reversion in stock prices: evidence from Asian markets 1 1 1 87 1 3 10 314
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia 6 13 25 25 9 27 52 52
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 2 6 47 1 2 15 131
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 1 1 1 32 1 1 3 150
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 4 9 338
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 1 1 4 37 1 1 7 123
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 1 1 6 112 1 1 9 279
Revisiting the Performance of MACD and RSI Oscillators 1 2 8 63 6 17 52 229
Statistical Inadequacy of GARCH Models for Asian Stock Markets 1 2 3 4 1 2 8 17
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 1 1 1 52 1 1 4 211
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 2 3 10 29 3 6 23 77
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 1 2 3 138 1 2 7 605
Time series test of nonlinear convergence and transitional dynamics 1 2 3 60 1 3 10 183
Which Lag Length Selection Criteria Should We Employ? 30 107 290 758 179 507 1,204 3,260
Total Journal Articles 88 205 519 3,021 282 736 1,988 13,136


Statistics updated 2017-06-02